+334.3%
SPGI vs RL
+397.7%
-63.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | -0.5% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | +15.5% | +7.3% | +8.2% | +13.7% |
| 3M | +15.7% | +1.0% | +14.6% | +15.2% |
| 6M | +19.1% | +11.8% | +7.3% | +15.5% |
| YTD | -4.1% | +13.6% | -17.7% | -7.7% |
| 1Y | +1.2% | +24.0% | -22.8% | -4.6% |
| 3Y | +31.6% | +256.6% | -225.0% | -4.6% |
| 5Y | +12.4% | +240.2% | -227.8% | -19.6% |
| 10Y | +334.3% | +373.0% | -38.7% | +179.6% |
| All | +334.3% | +397.7% | -63.4% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling